0001483259-11-000008.txt : 20111021 0001483259-11-000008.hdr.sgml : 20111021 20111021131301 ACCESSION NUMBER: 0001483259-11-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111021 DATE AS OF CHANGE: 20111021 EFFECTIVENESS DATE: 20111021 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NJ State Employees Deferred Compensation Plan CENTRAL INDEX KEY: 0001483259 IRS NUMBER: 222474981 STATE OF INCORPORATION: NJ FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13668 FILM NUMBER: 111151966 BUSINESS ADDRESS: STREET 1: 50 WEST STATE STREET STREET 2: PO BOX 290 CITY: TRENTON STATE: NJ ZIP: 08625 BUSINESS PHONE: 609 292 5106 MAIL ADDRESS: STREET 1: 50 WEST STATE STREET STREET 2: PO BOX 290 CITY: TRENTON STATE: NJ ZIP: 08625 13F-HR 1 dcpfund-930_2011.txt NJ STATE EMPLOYEES DEFERRED COMPENENSATION PLAN 1 Fund DCP 13F-September 2011.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2011 Check here if Amendment ; Amendment Number: This Amendment (Check only one.): [ ]is a restatement. [ ]adds new holdings entries. Institutional Investment Manager Filing this Report: Name: New Jersey Division of Investment Address: 50 W State St 9th Floor PO Box 290 Trenton, NJ 08625-0290 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Timothy M. Walsh Title: Director Phone: 609-292-5106 Signature, Place, and Date of Signing: Timothy M. Walsh Trenton, NJ October 21, 2011 Report Type (Check only one.): X 13F HOLDINGS REPORT. 13F NOTICE. 13F COMBINATION REPORT. List of Other Managers reporting for this manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information table Entry Total: 472 Form 13F Information Table Value Total: 348160 x 1000 List of other included managers none No. 13F File Number Name Name of Issuer Title Cusip Value Shrs or SH/ PUT Investment OtherVoting Authority of class x 1000 Prin AMT Prn Call Discretion Mgr Sole Shared None --------------------------------------------------------------------------------------------------------------------------------- A. H. BELO CORP. - A COM CL A 00128210 17 4000 SH SOLE 4000 A.C. MOORE ARTS & CRAFTS, INC. COM 00086T10 85 80000 SH SOLE 80000 AAR CORP. COM 00036110 408 24500 SH SOLE 24500 ABBOTT LABORATORIES COM 00282410 511 10000 SH SOLE 10000 ACCELRYS INC. COM 00430U10 45 7500 SH SOLE 7500 ACTIVISION BLIZZARD INC. COM 00507V10 2023 170000 SH SOLE 170000 ADTRAN, INC. COM 00738A10 530 20000 SH SOLE 20000 ADVANCED MICRO DEVICES, INC. COM 00790310 86 17000 SH SOLE 17000 AES CORP. (THE) COM 00130H10 185 19000 SH SOLE 19000 AETNA INC COM 00817Y10 582 16012 SH SOLE 16012 AFFILIATED MANAGERS GROUP COM 00825210 1171 15000 SH SOLE 15000 AFFYMAX INC COM 00826A10 45 10000 SH SOLE 10000 AFLAC INC. COM 00105510 524 15000 SH SOLE 15000 AGILENT TECHNOLOGIES, INC. COM 00846U10 721 23084 SH SOLE 23084 AIR PRODUCTS & CHEMICALS INC COM 00915810 382 5000 SH SOLE 5000 AIR TRANSPORT SERVICES GROUP INC COM 00922R10 43 10000 SH SOLE 10000 AIXTRON AG SPONSORED ADR 00960610 581 40000 SH SOLE 40000 AK STEEL HOLDING CORP. COM 00154710 261 40000 SH SOLE 40000 ALCOA INC. COM 01381710 431 45000 SH SOLE 45000 ALKERMES PLC COM 01642T10 1656 100000 SH SOLE 100000 ALLIANCE ONE INTERNATIONAL, INC. COM 01877210 52 21500 SH SOLE 21500 ALLIANT TECHSYSTEMS INC COM 01880410 709 13000 SH SOLE 13000 ALLSTATE CORP. (THE) COM 02000210 801 33810 SH SOLE 33810 ALTRIA GROUP INC. COM 02209S10 2145 80000 SH SOLE 80000 AMAG PHARMACEUTICALS INC COM 00163U10 590 40000 SH SOLE 40000 AMAZON.COM INC. COM 02313510 2162 10000 SH SOLE 10000 AMEDISYS, INC. COM 02343610 296 19999 SH SOLE 19999 AMEREN CORP. COM 02360810 298 10000 SH SOLE 10000 AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 561 14760 SH SOLE 14760 AMERICAN EXPRESS CO COM 02581610 2245 50000 SH SOLE 50000 AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 121 5500 SH SOLE 5500 AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 18 2936 SH SOLE 2936 AMERICAN TOWER CORP. CL A CL A 02991220 1614 30000 SH SOLE 30000 AMERISOURCEBERGEN CORP. COM 03073E10 1090 29244 SH SOLE 29244 AMETEK, INC. COM 03110010 1335 40500 SH SOLE 40500 AMR CORP. COM 00176510 30 10000 SH SOLE 10000 ANADARKO PETROLEUM CORP COM 03251110 1261 20000 SH SOLE 20000 AOL INC COM 00184X10 73 6060 SH SOLE 6060 APPLE INC COM 03783310 13346 35000 SH SOLE 35000 APPLIED MATERIALS, INC. COM 03822210 725 70000 SH SOLE 70000 APTARGROUP, INC. COM 03833610 1340 30000 SH SOLE 30000 AQUA AMERICA INC COM 03836W10 449 20833 SH SOLE 20833 ARCHER DANIELS MIDLAND CO. COM 03948310 372 15000 SH SOLE 15000 ARENA PHARMACEUTICALS INC COM 04004710 22 15000 SH SOLE 15000 ARLINGTON ASSET INVESTMENT CORP CL A NEW 04135620 12 500 SH SOLE 500 ARROW ELECTRONICS INC COM 04273510 49 1750 SH SOLE 1750 ARTHROCARE CORP. COM 04313610 719 25000 SH SOLE 25000 ASHLAND INC. COM 04420910 549 12440 SH SOLE 12440 ASTORIA FINANCIAL CORP. COM 04626510 115 15000 SH SOLE 15000 AT&T INC. COM 00206R10 1283 45000 SH SOLE 45000 AUTODESK INC. COM 05276910 1112 40000 SH SOLE 40000 AUTOZONE INC. COM 05333210 1596 5000 SH SOLE 5000 AVALONBAY COMMUNITIES INC COM 05348410 959 8407 SH SOLE 8407 AVERY DENNISON CORP. COM 05361110 251 10000 SH SOLE 10000 AVIAT NETWORKS INC COM 05366Y10 21 8694 SH SOLE 8694 AVID TECHNOLOGY INC COM 05367P10 101 13000 SH SOLE 13000 AVNET, INC. COM 05380710 635 24360 SH SOLE 24360 AVON PRODUCTS, INC. 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COM NEW 05561Q20 469 10000 SH SOLE 10000 BOSTON PROPERTIES, INC. COM 10112110 356 4000 SH SOLE 4000 BOSTON SCIENTIFIC CORP. COM 10113710 236 40000 SH SOLE 40000 BRINKS CO. (THE) COM 10969610 350 15000 SH SOLE 15000 BRISTOL-MYERS SQUIBB CO. COM 11012210 844 26884 SH SOLE 26884 BROADCOM CORP. CL A 11132010 999 30000 SH SOLE 30000 BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 93 21572 SH SOLE 21572 BROOKS AUTOMATION, INC. COM 11434010 45 5550 SH SOLE 5550 BROWN SHOE CO., INC. COM 11573610 104 14625 SH SOLE 14625 BRUKER BIOSCIENCES CORP COM 11679410 271 20000 SH SOLE 20000 BRUNSWICK CORP. COM 11704310 281 20000 SH SOLE 20000 BUCKLE (THE), INC. COM 11844010 433 11250 SH SOLE 11250 CABOT CORP. COM 12705510 496 20000 SH SOLE 20000 CADENCE DESIGN SYSTEMS, INC. COM 12738710 353 38250 SH SOLE 38250 CALGON CARBON CORP COM 12960310 583 40000 SH SOLE 40000 CAMBREX CORP. COM 13201110 20 4000 SH SOLE 4000 CAMERON INTERNATIONAL CORP. COM 13342B10 831 20000 SH SOLE 20000 CAPITAL ONE FINANCIAL CORP. COM 14040H10 346 8733 SH SOLE 8733 CARDINAL HEALTH, INC. COM 14149Y10 628 15000 SH SOLE 15000 CAREFUSION CORP COM 14170T10 180 7500 SH SOLE 7500 CARLISLE COMPANIES INC. COM 14233910 829 26000 SH SOLE 26000 CARMAX, INC. COM 14313010 358 15000 SH SOLE 15000 CASELLA WASTE SYSTEMS, INC. CL A 14744810 410 78000 SH SOLE 78000 CAVCO INDUSTRIES, INC. COM 14956810 103 3000 SH SOLE 3000 CELGENE CORP COM 15102010 619 10000 SH SOLE 10000 CENTURYTEL INC. COM 15670010 681 20550 SH SOLE 20550 CHECKPOINT SYSTEMS INC COM 16282510 543 40000 SH SOLE 40000 CHESAPEAKE ENERGY CORP. COM 16516710 894 35000 SH SOLE 35000 CHEVRON CORP. COM 16676410 4167 45000 SH SOLE 45000 CHICO'S FAS INC COM 16861510 114 10000 SH SOLE 10000 CHILDREN'S PLACE COM 16890510 931 20000 SH SOLE 20000 CHIPOTLE MEXICAN GRILL INC. COM 16965610 1320 4356 SH SOLE 4356 CHUBB CORP. (THE) COM 17123210 900 15000 SH SOLE 15000 CHURCH & DWIGHT CO., INC. COM 17134010 1768 40000 SH SOLE 40000 CIMAREX ENERGY CO. COM 17179810 724 13000 SH SOLE 13000 CINCINNATI BELL INC. COM 17187110 23 7500 SH SOLE 7500 CISCO SYSTEMS INC COM 17275R10 2325 150000 SH SOLE 150000 CITIGROUP INC COM NEW 17296742 205 8000 SH SOLE 8000 CITRIX SYSTEMS INC. COM 17737610 1091 20000 SH SOLE 20000 COACH INC COM 18975410 1037 20000 SH SOLE 20000 COCA-COLA CO. (THE) COM 19121610 3716 55000 SH SOLE 55000 COLGATE-PALMOLIVE CO COM 19416210 1774 20000 SH SOLE 20000 COMCAST CORP NEW CL A CL A 20030N10 628 30000 SH SOLE 30000 COMCAST CORP. "A SPL" CL A SPL 20030N20 932 45000 SH SOLE 45000 COMPUWARE CORP. COM 20563810 766 100000 SH SOLE 100000 CONAGRA FOODS, INC. COM 20588710 606 25000 SH SOLE 25000 CONOCOPHILLIPS COM 20825C10 2849 45000 SH SOLE 45000 CONVERGYS CORP. COM 21248510 70 7500 SH SOLE 7500 CON-WAY INC. COM 20594410 177 8000 SH SOLE 8000 CORN PRODUCTS INTL., INC. COM 21902310 1373 35000 SH SOLE 35000 COSTCO WHOLESALE CORP. COM 22160K10 1643 20000 SH SOLE 20000 COVENTRY HEALTH CARE, INC. COM 22286210 288 10000 SH SOLE 10000 CRACKER BARREL OLD COUNTRY STORE COM 22410J10 200 5000 SH SOLE 5000 CRANE CO. COM 22439910 357 10000 SH SOLE 10000 CSR PLC ADR SPONSORED ADR 12640Y20 33 2516.5 SH SOLE 2516.5 CUBIC CORP. COM 22966910 195 5000 SH SOLE 5000 CULLEN/FROST BANKERS, INC. COM 22989910 367 8000 SH SOLE 8000 CUMULUS MEDIA INC. CL A 23108210 159 56098 SH SOLE 56098 CURTISS-WRIGHT CORP. COM 23156110 721 25000 SH SOLE 25000 CVS CAREMARK CORP COM 12665010 504 15000 SH SOLE 15000 CYMER INC COM 23257210 1115 30000 SH SOLE 30000 CYPRESS SEMICONDUCTOR CORP COM 23280610 60 4000 SH SOLE 4000 DANAHER CORP. COM 23585110 419 10000 SH SOLE 10000 DEERE & CO. COM 24419910 646 10000 SH SOLE 10000 DELUXE CORP. COM 24801910 93 5000 SH SOLE 5000 DENBURY RESOURCES INC. COM NEW 24791620 345 30000 SH SOLE 30000 DENTSPLY INTERNATIONAL INC. COM 24903010 644 21000 SH SOLE 21000 DEVON ENERGY CORPORATION COM 25179M10 1386 25000 SH SOLE 25000 DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 274 5000 SH SOLE 5000 DIGITAL RIVER INC COM 25388B10 415 20000 SH SOLE 20000 DISCOVER FINANCIAL SERVICES LLC COM 25470910 719 31350 SH SOLE 31350 DISCOVERY COMMUNICATIONS INC.CLA COM SER A 25470F10 94 2500 SH SOLE 2500 DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 88 2500 SH SOLE 2500 DOVER CORP. COM 26000310 233 5000 SH SOLE 5000 DOVER MOTORSPORTS INC. COM 26017410 12 9692 SH SOLE 9692 DOW CHEMICAL CO. (THE) COM 26054310 902 40165 SH SOLE 40165 DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 182 10000 SH SOLE 10000 DU PONT (E.I.) DE NEMOURS COM 26353410 999 25000 SH SOLE 25000 DUKE ENERGY CORP. COM 26441C10 884 44200 SH SOLE 44200 DUN & BRADSTREET CORP. (THE) COM 26483E10 306 5000 SH SOLE 5000 E TRADE FINANCIAL CORP COM NEW 26924640 11 1200 SH SOLE 1200 EARTHLINK, INC. COM 27032110 129 19690 SH SOLE 19690 EASTMAN CHEMICAL CO. COM 27743210 274 4000 SH SOLE 4000 EATON VANCE CORP. 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